Title :
An algorithm for unit-norm equation error system identification based on the method of multipliers
Author :
Lopez-Valcarce, Roberto
Author_Institution :
Dept. of Electr. & Comput. Eng., Univ. of Iowa, Iowa City, IA, USA
Abstract :
It is known that the unit-norm constraint for equation-error based system identification is superior to the monic constraint since it produces consistent estimates for white measurement noise and also presents better approximation properties in reduced-order cases. Here, a new algorithm for unit-norm equation-error adaptive filtering is proposed. This scheme is inspired by the constrained optimization technique known as the method of multipliers. An analysis of stationary points and mean convergence properties is developed.
Keywords :
adaptive filters; approximation theory; convergence of numerical methods; filtering theory; optimisation; parameter estimation; white noise; adaptive filtering; approximation properties; constrained optimization technique; convergence properties; equation error; measurement noise; method of multipliers; monic constraint; stationary points; system identification; unit-norm constraint; white noise; Adaptive filters; Constraint optimization; Convergence; Equations; Finite impulse response filter; Noise measurement; Parameter estimation; Stability; System identification; White noise;
Journal_Title :
Signal Processing, IEEE Transactions on
DOI :
10.1109/TSP.2003.819012
